- — (2009a), "Strengthening the resilience of the banking sector". consultative document, Basel.
Paper not yet in RePEc: Add citation now
- — (2009b), "Principles for sound stress testing practices and supervision - final paper". May, http://www.bis.org/publ/bcbs155.pdf.
Paper not yet in RePEc: Add citation now
- — (2013), "Instructions for Basel III monitoring". www.bis.org/bcbs/qis/ biiiimplmoninstr_aug13. pdf.
Paper not yet in RePEc: Add citation now
- — (2014a), "Basel III leverage ratio framework and disclosure requirements". www.bis.org/publ/bcbs270.pdf.
Paper not yet in RePEc: Add citation now
- — (2014b), "Seventh progress report on adoption of the Basel regulatory framework". www.bis.org/publ/bcbs290.pdf.
Paper not yet in RePEc: Add citation now
- —Basel Committee on Banking Supervision, (1988), "International convergence of capital measurement and capital standards". July, www.bis.org/publ/bcbs04a.pdf.
Paper not yet in RePEc: Add citation now
- —Basel Committee on Banking Supervision, (2005), "International convergence of capital measurement and capital standards: A revised framework". November, www.bis.org/publ/bcbs118a.pdf.
Paper not yet in RePEc: Add citation now
- —Basel Committee on Banking Supervision, (2010), "An assessment of the long-term impact of stronger capital and liquidity requirements", Basel.
Paper not yet in RePEc: Add citation now
Acharya, S., (1996), "Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium". Journal of Banking and Finance, Vol. 20(2), pp. 351375.
- Acharya, V. and M. Richardson, (2009), "Causes of the financial crisis". Critical Review, Vol. 21, pp. 195-210.
Paper not yet in RePEc: Add citation now
- Acharya, V.V., H. Mehran, and A. Thakor, (2015), "Caught between Scylla and Charybdis ? Regulating bank leverage when there is rent seeking and risk shifting". Review of Corporate Finance Studies.
Paper not yet in RePEc: Add citation now
Acharya, V.V., I. Gujral, N. Kulkarni, and H.S. Shin, (2011), "Dividends and bank capital in the financial crisis of 2007-2009". NBER Working paper, No. 16896.
Admati, A.R., P.M. DeMarzo, M.F. Hellwig, and P. Pleiderer, (2010), "Fallacies, irrelevant facts, and myths in the discussion of capital regulation: Why bank equity is not expensive". Stanford GSB Research Paper No 2063.
Adrian, T. and H. S. Shin, (2010), "Liquidity and leverage". Journal of Financial Intermediation, Vol. 19, Issue 3, pp. 418-437.
Adrian, T. and H. S. Shin, (2014), "Procyclical leverage and value-at-risk". Review of Financial Studies, vol 27 (2), pp 373-403.
Aliaga-Diaz, R. and M.P. Olivero, (2012), "Do bank capital requirements amplify business cycles? Bridging the gap between theory and empirics". Macroeconomic Dynamics, vol. 16, no. 3.
Altunbas, Y., L. Gambacorta, and D. Marques-Ibanez, (2014), "Does monetary policy affect bank risk?". International Journal of Central Banking, vol. 10, no. 1, pp 95-135.
Angelini, P., A. Enria, S. Neri, F. Panetta, and M. Quagliariello, (2011), "Pro-cyclicality of capital regulation: is it a problem? How to fix it? In an ocean apart? Comparing transatlantic responses to the financial crisis". Edited by Adam Posen, Jean Pisani-Ferry, and Fabrizio Saccomanni, pp. 263 - 311. Brussels: Bruegel.
Angelini, P., L. Clerc, V. Curdia, L. Gambacorta, A. Gerali, A. Locarno, R. Motto, W. Roegerand, S. Van den Heuvel, and J. Vlcek, (2015), "Basel III: long-term impact on economic performance and fluctuations". Manchester School, Vol 83, Issue 2, pp. 217-251.
Angelini, P., S. Neri, F. Panetta, (2014), "The interaction between capital requirements and monetary policy". Journal of Money Credit and Banking, 46(6), pp. 1073-1112.
- Bank for International Settlements, (2012). 82nd Annual Report, June.
Paper not yet in RePEc: Add citation now
- Bank of England, (2016), "Review of the FPC direction on a leverage ratio requirement and buffers". Financial Stability Report, July.
Paper not yet in RePEc: Add citation now
- Basel Committee on Banking Supervision, (1988), "International convergence of capital measurement and capital standards", July, www.bis.org/publ/bcbs04a.pdf.— (2005): "International convergence of capital measurement and capital standards: A revised framework". November, www.bis.org/publ/bcbs118a.pdf.
Paper not yet in RePEc: Add citation now
Benes, J. and M. Kumhof, (2011), "Risky bank lending and optimal capital adequacy regulation." IMF Working Paper No. 11/130.
Bernanke, B. S., M. Gertler, and S. Gilchrist, (1999), "The financial accelerator in a quantitative business cycle framework". Handbook of Macroeconomics, vol.1, part C, pp. 1341-1393.
- Borio, C and H. Zhu, (2014), "Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?". Journal of Financial Stability, vol 8, no 4, pp 236-251.
Paper not yet in RePEc: Add citation now
Brealey, R.A., (2006), "Basel II: The route ahead or cul-de-sac?". Journal of Applied Corporate Finance, Vol. 4, pp 34-43.
Brei, M, L. Gambacorta and G. Von Peter, (2013), "Rescue packages and bank lending". Journal of Banking and Finance, vol 37, no 4 (also published as BIS Working Papers, no 357, November 2011).
Brei, M. and L. Gambacorta, (2016), "Are bank capital ratios pro-cyclical? New evidence and perspectives". Economic Policy, 31 (86), pp. 357-403.
- Corbae, D. and P. Erasmo, (2014), "Capital requirements in a quantitative model of banking industry dynamics". Federal Reserve Bank of Philadelphia, Working Paper Series No. 14/13.
Paper not yet in RePEc: Add citation now
Crawford, A., C. Graham, and E. Bordeleau, (2009), "Regulatory constraints on leverage: the Canadian experience". Financial System Review, Bank of Canada, June.
- D’Hulster, K., (2009), "The leverage ratio". The World Bank Group, Financial and Private Sector Development Vice Presidency, Note Number 11.
Paper not yet in RePEc: Add citation now
Danielsson, J., H. S. Shin, and J. P., Zigrand, (2004), "The impact of risk regulation on price dynamics". Journal of Banking and Finance, vol 28, pp 1069-87.
Drehmann, M, L. Gambacorta, ( 2012). "The effects of countercyclical capital buffers on bank lending". Applied Economics Letters 19(7), pp. 603-608.
Drehmann, M., (2013), "Total credit as an early warning indicator for systemic banking crises". BIS Quarterly Review, June.
Drehmann, M., C. Borio, L. Gambacorta, G. Jimenez, and C. Trucharte, (2010), "Countercyclical capital buffers: exploring options". BIS Working Papers, no 317.
Fender, I. and U. Lewrick, (2015), "Calibrating the leverage ratio". BIS Quarterly Review, December.
- FINMA - Swiss Financial Market Supervisory Authority, (2009), "New capital adequacy requirements in Switzerland applicable for large banks: Higher capital ratio targets and leverage ratio".
Paper not yet in RePEc: Add citation now
Gambacorta, L., and D. Marques-Ibanez, (2011), "The bank lending channel: lessons from the crisis". Economic Policy 26 (66), pp. 135-182.
Gerali, A., S. Neri, L. Sessa, and F.M. Signoretti, (2010). "Credit and banking in a DSGE model of the euro area". Journal of Money Credit and Banking, 42(6), pp. 44-70.
- Goodhart, C., (2010), "How should we regulate the financial sector?". In Turner A. et al., The Future of Finance: The LSE Report, Ch. 1, London School of Economics.
Paper not yet in RePEc: Add citation now
- Grill, M., J. Hannes Lang, and J. Smith., (2015), "The leverage ratio, risk-taking and bank stability". EBA mimeo.
Paper not yet in RePEc: Add citation now
- Harrison, I., (2004), "Banks, capital and regulation: Towards an optimal capital regime for a small open economy". Working paper, Reserve Bank of New Zealand.
Paper not yet in RePEc: Add citation now
Hellwig, M., (2010), "Capital regulation after the crisis: business as usual?". Working Paper No. 31, Max Planck Institute for Research on Collective Goods.
Iacoviello, M., (2005), "House prices, borrowing constraints, and monetary policy in the business cycle". American Economic Review 95(3), pp. 739-764.
- Ingves, S., (2014), "Banking on leverage". Keynote address to the 10th Asia-Pacific HighLevel Meeting on Banking Supervision, Auckland, New Zealand, 25-27 February.
Paper not yet in RePEc: Add citation now
- Institute of International Finance, (2011), "The cumulative impact on the global economy of changes in the banking regulatory framework", September.
Paper not yet in RePEc: Add citation now
Karmakar, S., (2016), "Macroprudential regulation and macroeconomic activity". Journal of Financial Stability, forthcoming.
King, M. R., (2010), "Mapping capital and liquidity requirements to bank lending spreads". BIS Working Papers, 324.
Miles, D., J. Yang, and G. Marcheggiano, (2013), "Optimal bank capital". Economic Journal, vol 123, pp. 1-37.
Smets, F., and R. Wouters, (2003), "An estimated dynamic stochastic general equilibrium model of the euro area". Journal of the European Economic Association, vol. 1, Issue 5, pp. 1123 - 1175.
- Turner, A., (2010), "What do banks do? Why do credit booms and busts occur and what can public policy do about it?". In Turner A. et al., The Future of Finance: The LSE Report, Ch. 1, London School of Economics.
Paper not yet in RePEc: Add citation now
Vallascas, F. and J. Hagendorff, (2013), "The risk sensitivity of capital requirements: Evidence from an international sample of large banks". Review of Finance, vol. 17, pp. 1947-988.
Wall, L. and D. Peterson, (1987), "The effect of capital adequacy guidelines on large bank holding companies". Journal of Banking and Finance, vol. 11, pp. 581-600. A Figures and Tables
Wall, L., (1989), "Capital requirements for banks: A look at the 1981 and 1988 standards". Federal Reserve Bank of Atlanta Economic Review (March/April), pp. 14-29.